• 제목/요약/키워드: Convex minimization problem

검색결과 39건 처리시간 0.019초

An Iterative Method for Equilibrium and Constrained Convex Minimization Problems

  • Yazdi, Maryam;Shabani, Mohammad Mehdi;Sababe, Saeed Hashemi
    • Kyungpook Mathematical Journal
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    • 제62권1호
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    • pp.89-106
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    • 2022
  • We are concerned with finding a common solution to an equilibrium problem associated with a bifunction, and a constrained convex minimization problem. We propose an iterative fixed point algorithm and prove that the algorithm generates a sequence strongly convergent to a common solution. The common solution is identified as the unique solution of a certain variational inequality.

A MEMORY EFFICIENT INCREMENTAL GRADIENT METHOD FOR REGULARIZED MINIMIZATION

  • Yun, Sangwoon
    • 대한수학회보
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    • 제53권2호
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    • pp.589-600
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    • 2016
  • In this paper, we propose a new incremental gradient method for solving a regularized minimization problem whose objective is the sum of m smooth functions and a (possibly nonsmooth) convex function. This method uses an adaptive stepsize. Recently proposed incremental gradient methods for a regularized minimization problem need O(mn) storage, where n is the number of variables. This is the drawback of them. But, the proposed new incremental gradient method requires only O(n) storage.

Weight 최소화법을 이용한 외로 설계 (A Circuit Design Using Weight Minimization Method)

  • 김희석;임제택
    • 대한전자공학회논문지
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    • 제22권2호
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    • pp.82-89
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    • 1985
  • MCO 문제의 해석을 하기 위한 weight P-norm방법을 연구하여 새로운 non-inferior해를 구하였다. Weight 최소화방법을 MOSFET NAND 게이트에 적용하여 최적 non-inferior해를 구하였다. 또한 본 논문에서 응용한 최소화방법은 목적함수가 non-convex일때도 적용된다. 본 논문의 최소화 방법의 결과를 Lightner의 결과와 비교하여 효율성을 입증하였다.

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Optimal iterative learning control with model uncertainty

  • Le, Dang Khanh;Nam, Taek-Kun
    • Journal of Advanced Marine Engineering and Technology
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    • 제37권7호
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    • pp.743-751
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    • 2013
  • In this paper, an approach to deal with model uncertainty using norm-optimal iterative learning control (ILC) is mentioned. Model uncertainty generally degrades the convergence and performance of conventional learning algorithms. To deal with model uncertainty, a worst-case norm-optimal ILC is introduced. The problem is then reformulated as a convex minimization problem, which can be solved efficiently to generate the control signal. The paper also investigates the relationship between the proposed approach and conventional norm-optimal ILC; where it is found that the suggested design method is equivalent to conventional norm-optimal ILC with trial-varying parameters. Finally, simulation results of the presented technique are given.

Min-Max Stochastic Optimization with Applications to the Single-Period Inventory Control Problem

  • Park, Kyungchul
    • Management Science and Financial Engineering
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    • 제21권1호
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    • pp.11-17
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    • 2015
  • Min-max stochastic optimization is an approach to address the distribution ambiguity of the underlying random variable. We present a unified approach to the problem which utilizes the theory of convex order on the random variables. First, we consider a general framework for the problem and give a condition under which the convex order can be utilized to transform the min-max optimization problem into a simple minimization problem. Then extremal distributions are presented for some interesting classes of distributions. Finally, applications to the single-period inventory control problems are given.

Mixed $\textrm{H}_2/\textrm{H}_infty$ Control with Pole Placement : A Convex Optimization Approach

  • Bambang, Riyanto;Shimemura, Etsujiro;Uchida, Kenko
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.197-202
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    • 1992
  • In this paper, we consider the synthesis of mixed H$_{2}$/H$_{\infty}$ controllers such that the closed-loop poles are located in a specified region in the complex plane. Using solution to a generalized Riccati equation and a change of variable technique, it is shown that this synthesis problem can be reduced to a convex optimization problem over a bounded subset of matrices. This convex programming can be further reduced to Generalized Eigenvalue Minimization Problem where Interior Point method has been recently developed to efficiently solve this problem..

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0-1 배낭 제약식을 갖는 오목 함수 최소화 문제의 해법 (An Algorithm for the Concave Minimization Problem under 0-1 Knapsack Constraint)

  • 오세호;정성진
    • 대한산업공학회지
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    • 제19권2호
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    • pp.3-13
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    • 1993
  • In this study, we develop a B & B type algorithm for the concave minimization problem with 0-1 knapsack constraint. Our algorithm reformulates the original problem into the singly linearly constrained concave minimization problem by relaxing 0-1 integer constraint in order to get a lower bound. But this relaxed problem is the concave minimization problem known as NP-hard. Thus the linear function that underestimates the concave objective function over the given domain set is introduced. The introduction of this function bears the following important meanings. Firstly, we can efficiently calculate the lower bound of the optimal object value using the conventional convex optimization methods. Secondly, the above linear function like the concave objective function generates the vertices of the relaxed solution set of the subproblem, which is used to update the upper bound. The fact that the linear underestimating function is uniquely determined over a given simplex enables us to fix underestimating function by considering the simplex containing the relaxed solution set. The initial containing simplex that is the intersection of the linear constraint and the nonnegative orthant is sequentially partitioned into the subsimplices which are related to subproblems.

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Finite Step Method for the Constrained Optimization Problem in Phase Contrast Microscopic Image Restoration

  • Adiya, Enkhbolor;Yadam, Bazarsad;Choi, Heung-Kook
    • Journal of Multimedia Information System
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    • 제1권1호
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    • pp.87-93
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    • 2014
  • The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

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Beamforming Optimization for Multiuser Two-Tier Networks

  • Jeong, Young-Min;Quek, Tony Q.S.;Shin, Hyun-Dong
    • Journal of Communications and Networks
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    • 제13권4호
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    • pp.327-338
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    • 2011
  • With the incitation to reduce power consumption and the aggressive reuse of spectral resources, there is an inevitable trend towards the deployment of small-cell networks by decomposing a traditional single-tier network into a multi-tier network with very high throughput per network area. However, this cell size reduction increases the complexity of network operation and the severity of cross-tier interference. In this paper, we consider a downlink two-tier network comprising of a multiple-antenna macrocell base station and a single femtocell access point, each serving multiples users with a single antenna. In this scenario, we treat the following beamforming optimization problems: i) Total transmit power minimization problem; ii) mean-square error balancing problem; and iii) interference power minimization problem. In the presence of perfect channel state information (CSI), we formulate the optimization algorithms in a centralized manner and determine the optimal beamformers using standard convex optimization techniques. In addition, we propose semi-decentralized algorithms to overcome the drawback of centralized design by introducing the signal-to-leakage plus noise ratio criteria. Taking into account imperfect CSI for both centralized and semi-decentralized approaches, we also propose robust algorithms tailored by the worst-case design to mitigate the effect of channel uncertainty. Finally, numerical results are presented to validate our proposed algorithms.

A Nonlinear Programming Approach to Biaffine Matrix Inequality Problems in Multiobjective and Structured Controls

  • Lee, Joon-Hwa;Lee, Kwan-Ho;Kwon, Wook-Hyun
    • International Journal of Control, Automation, and Systems
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    • 제1권3호
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    • pp.271-281
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    • 2003
  • In this paper, a new nonlinear programming approach is suggested to solve biaffine matrix inequality (BMI) problems in multiobjective and structured controls. It is shown that these BMI problems are reduced to nonlinear minimization problems. An algorithm that is easily implemented with existing convex optimization codes is presented for the nonlinear minimization problem. The efficiency of the proposed algorithm is illustrated by numerical examples.